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The primary aim of this paper is to focus on the stability analysis of an advanced neural stochastic functional differential equation with finite delay driven by a fractional Brownian motion in a Hilbert space. We examine the existence and uniqueness of mild solution of d x a (s) + g (s , x a (s - ω (s))) = I x a (s) + f (s , x a (s - ϱ (s))) d s + ς (s) d ϖ H (s) , 0 ≤ s ≤ T , x a (s) = ζ (s) , - ρ ≤ s ≤ 0. The main goal of this paper is to investigate the Ulam–Hyers stability of the considered equation. We have also provided numerical examples to illustrate the obtained results. This article also discusses the Euler–Maruyama numerical method through two examples. [ABSTRACT FROM AUTHOR]

This paper is first devoted to the local and global existence of mild solutions for a class of fractional impulsive stochastic differential equations with infinite delay driven by both K-valued Q-cylindrical Brownian motion and fractional Brownian motion with Hurst parameter H ∈ (1/2,1). A general framework which provides an effective way to prove the continuous dependence of mild solutions on initial value is established under some appropriate assumptions. Furthermore, it is also proved the exponential decay to zero of solutions to fractional stochastic impulsive differential equations with infinite delay. [ABSTRACT FROM AUTHOR]